i have sealskinz. ditto on what Sam said. they're waterproof enough for an hour, but not at all for more than that. but they are toasty warm.
i had the burley shoe covers but they have no holes for cleats- boo. i think if i get despirate i'll cut them, but they're far more useful as waterproof covers than as an insulating layer- they're really super thin nylon.
my toes always get super cold. sometimes i resort to those little chemical heatey pads that i stick in my shoes, but then i spend the whole ride thinking about how toxic those things are.
i really have no good solution. hence, rollers.